Anic Equity¶

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Total return since start: 0.589 %¶

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Equity now: -----------------------------> 48531.1 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44469.5 Kr¶

PnL: ---------------------------------------> -586.5 Kr¶

DD now: ---------------------------------> -8.639 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 13:03:42.714147'

Anic Portfolio¶

Today¶

Return: 0.451 %¶

This Week¶

Return: -1.566 %¶

Total portfolio value¶

Return including deposits: 58.878 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.700000 1617.120000 148.120000 10.080000 1468.999998
Hexatronic Group 12 7.220000 1069.200000 102.200000 10.570000 966.999996
VEF 909 4.170000 1907.080000 57.080000 3.090000 1850.000436
Hoist Finance 35 1.550000 1029.000000 49.000000 5.000000 980.000000
INVISIO 16 2.190000 3736.000000 47.000000 1.270000 3689.000000
OX2 13 0.540000 976.950000 26.950000 2.840000 949.999999
Atrium Ljungberg B 5 -1.970000 946.000000 11.000000 1.180000 935.000000
Clas Ohlson B 12 5.600000 984.000000 11.000000 1.130000 972.999996
BioGaia B 8 3.160000 940.000000 10.000000 1.080000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
HEXPOL B 9 1.780000 1026.900000 5.900000 0.580000 1020.999996
Sagax B 4 0.470000 859.600000 5.600000 0.660000 854.000000
JM 6 -0.550000 867.600000 3.600000 0.420000 864.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
Catena 2 -1.710000 783.600000 -8.400000 -1.060000 792.000000
Bilia A 8 1.370000 890.400000 -9.600000 -1.070000 900.000000
Byggmax Group 33 2.650000 945.120000 -10.880000 -1.140000 956.000001
AcadeMedia 8 -3.600000 385.600000 -16.400000 -4.080000 402.000000
SKF B 5 2.080000 919.000000 -21.000000 -2.230000 940.000000
Biotage 7 -1.130000 919.100000 -21.900000 -2.330000 940.999997
Addnode Group B 11 2.070000 897.050000 -23.950000 -2.600000 921.000003
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
ASSA ABLOY B 3 -0.240000 751.200000 -27.800000 -3.570000 779.000001
EQT 4 0.830000 799.800000 -32.200000 -3.870000 832.000000
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Latour B 4 1.390000 817.200000 -39.800000 -4.640000 857.000000
Nordic Waterproofing Holding 7 -0.900000 925.400000 -41.600000 -4.300000 966.999999
Bufab 3 2.610000 1062.000000 -47.000000 -4.240000 1109.000001
Platzer Fastigheter Holding B 12 0.260000 910.800000 -50.200000 -5.220000 960.999996
Vitec Software Group B 2 1.670000 1034.000000 -53.000000 -4.880000 1087.000000
Indutrade 5 0.650000 1160.500000 -57.500000 -4.720000 1218.000000
Orrön Energy 180 0.740000 1966.500000 -76.500000 -3.740000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 0.000000 1292.040000 -166.960000 -11.440000 1458.999989
Hexagon B 26 0.200000 3256.500000 -204.500000 -5.910000 3461.000010
TOTAL 44469.500000 -586.500000 -8.63934% 45056.000411

Updated:¶

'2023-07-07 13:04:00.123543'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶